When I read this I thought it meant like a jumbo shrimp or tiny giant. One of those thingies. I mean to thread something is intricate and takes precision. A tract is a large piece of land. You can thread tracks through a tract, but can you really thread a tract?

I think the most important clue is circumstance. Remember when he and his buddy took the horses out with only three candy bars, got lost, wet, cold, etc..? Those circumstances caused them to finally give the horse his head and let the horse thread the tract and take them home.

I believe a like or similar set of circustances that Forrest found himself in one time, led him to this "special place" he found, purely by accident and circumstances, that he found himself in at the time.

What I think he is saying, is you sometimes have to get lost, to find yourself. Likewise, you will have to get lost to find the treasure.....just like he did when he found the place to put it in the beginning. I can almost see him sitting there and thinking to himself,....this would be a great place to hide valuables, there is no way anyone would ever stumble on this like I did out of circumstance.....and if they did, it would be somebody just like me living life as I have, and I think that is who I would like to have my treasure, someone like me, bold, fearless and full of adventure....